here's a few examples to consider:
Withnail and I
(Bruce Robinson, 1987)
Typically unglamorous? Typical production finance issues - only rescued by Beatle George Harrison stepping in when the film was about to be abandoned! London features, though not a Southern setting in the main (albeit, the locals up north are portrayed as eccentric). A 'cult' movie.
Ali G Indahouse
(Mark Mylod, 2002)
American stylings and genre, though a satire of each and the UK fascination with US culture - it failed to get a US release nonetheless; few UK Indies ever do. The opening scene in gangland LA proved impossible to get insurance for - it alone swallowed up a good chunk of the budget. The Palace of Westminster is used as a key backdrop/location, although the drum'n'bass that fired up as Ali G drives (following the opening scene and over the opening titles) is likely to leave many non-UK viewers (and many of all ages here unfamiliar with that genre) a tad confused/bewildered!